+282.9%
SPGI vs BMRN
-29.6%
+312.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -7.4% | -1.3% | -6.1% | -7.1% |
| 30D | +0.4% | -6.5% | +6.9% | +1.8% |
| 3M | +5.3% | +18.3% | -13.0% | +1.0% |
| 6M | +1.7% | +8.9% | -7.2% | -0.9% |
| YTD | -16.4% | +10.5% | -26.9% | -19.0% |
| 1Y | -20.5% | +17.5% | -38.0% | -24.7% |
| 3Y | +14.2% | -27.7% | +41.9% | +19.3% |
| 5Y | +0.6% | -15.8% | +16.4% | -1.4% |
| All | +282.9% | -29.6% | +312.5% | +261.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling